+163.5%
FIS vs ET
+1,435.0%
-1,271.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +1.1% | +0.9% | +0.2% | +0.9% |
| 30D | -2.2% | +7.5% | -9.7% | -3.8% |
| 3M | +2.1% | +11.4% | -9.3% | -0.3% |
| 6M | -14.7% | +18.5% | -33.2% | -17.9% |
| YTD | -35.7% | +37.4% | -73.1% | -40.1% |
| 1Y | -37.1% | +30.9% | -68.0% | -40.9% |
| 3Y | -20.0% | +98.7% | -118.7% | -31.7% |
| 5Y | -62.1% | +230.7% | -292.8% | -71.1% |
| 10Y | -37.4% | +175.6% | -213.0% | -54.0% |
| All | +163.5% | +1,435.0% | -1,271.5% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling